Nikos K. Nomikos - Concepedia

Author

Nikos K. Nomikos

City, University of London ORCID

Also Known As

Lutz Kilian, N. K. Nomikos, N. Nomikos, N.K. Nomikos, Nikos K Nomikos, Nikos K. Nomikos, Nikos Nomikos

Publications

2.4K

Citations

H-Index

Concepts

All Affiliations

City, University of London London School of Business and Finance Athens University of Economics and Business University of London ESCP Business School

About

Nikos K. Nomikos is an author at City, University of London specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	22	32	1.5K
2	Engineering	10	10	660
3	Management	5	5	265
4	Accounting	3	3	107
5	Law	1	1	29

Nikos K. Nomikos

Publications

2.1K

Citations

H-Index

Page 1

	Year	Citations
A Markov regime switching approach for hedging energy commodities Amir H. Alizadeh, Nikos K. Nomikos, Panos K. Pouliasis Journal of Banking & Finance EngineeringEnergy ManagementEnergy TradeEnergy TransitionMarkov Regime	2008	200
Forecasting petroleum futures markets volatility: The role of regimes and market conditions Nikos K. Nomikos, Panos K. Pouliasis Energy Economics EconomicsVolatility ModelingFinancial EconomicsAsset PricingEngineering	2010	143
Measuring systemic risk in the European banking sector: a copula <i>CoVaR</i> approach Emmanouil Karimalis, Nikos K. Nomikos European Journal of Finance	2017	134
Investment timing and trading strategies in the sale and purchase market for ships Amir H. Alizadeh, Nikos K. Nomikos Transportation Research Part B Methodological Naval ArchitectureMarket MicrostructureEconomicsHigh-frequency TradingTrade	2006	128
A Markov regime switching approach for hedging stock indices Amir H. Alizadeh, Nikos K. Nomikos Journal of Futures Markets Volatility ModelingPortfolio ManagementFinancial MathematicsComputational FinanceAsset Pricing	2004	117
Price Discovery, Causality and Forecasting in the Freight Futures Market Manolis G. Kavussanos, Nikos K. Nomikos Review of Derivatives Research EconomicsEconomic ForecastingPrice FormationTradePredictive Analytics	2003	100
Cost of carry, causality and arbitrage between oil futures and tanker freight markets Amir H. Alizadeh, Nikos K. Nomikos Transportation Research Part E Logistics and Transportation Review Freight TransportIntermodal TransportationTransport LogisticTradeBusiness	2004	96
The forward pricing function of the shipping freight futures market Manolis G. Kavussanos, Nikos K. Nomikos Journal of Futures Markets Unbiasedness HypothesisEngineeringTransport LogisticTradeCommodity Market	1999	92
Modelling energy spot prices: Empirical evidence from NYMEX Nikos K. Nomikos, Kostas Andriosopoulos Energy Economics EconomicsEnergy Spot PricesEngineeringEnergy TradeEnergy Transition	2011	83
Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market Nikos C. Papapostolou, Nikos K. Nomikos, Panos K. Pouliasis, European Finance Review	2013	80

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